Generally speaking trees and plants don't like to be moved around too much, it forces them to get used to the new environment each time.
The chinese elm needs dormancy to remain *healthy and will normally lose their leaves in winter. *It should stay outside along with the Mugo pine, Hinoki cypress and junipers. Give them protection from the north wind.

The other trees you mentioned are tropical and should not be exposed to freezing temps and probably nothing below 45 degrees to be on the safe side. I would bring them in for the winter and put them under grow lights and then put them back outside in spring.

Tony